V-Lab
Sekisui House Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:29.71% (+0.99%)
Analysis last updated: Thursday, May 2, 2024 at 12:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0822 | 24.35 | |
| 0.0958 | 40.01 | |
| 0.8803 | 334.83 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Sekisui House Ltd Analyses